[DOP-9208] Fix calling .close() method in __del__

[dolfinus]

Change Summary

• Wrap resetting value of self._last_connection_and_options in JDBCMixin with contextlib.suppress to avoid showing error messages while stopping Python interpreter.
• Make self._last_connection_and_options thread-local variable. This allows to create separated connections to database in different Python threads, instead of using global connection object.
• Call .close() method while deleting FileConnection instance by garbage collector. Add notes why this should not be used in some other connection classes, like FileDF and Kafka.

Related issue number

Checklist

• Commit message and PR title is comprehensive
• Keep the change as small as possible
• Unit and integration tests for the changes exist
• Tests pass on CI and coverage does not decrease
• Documentation reflects the changes where applicable
• docs/changelog/next_release/<pull request or issue id>.<change type>.rst file added describing change
  (see CONTRIBUTING.rst for details.)
• My PR is ready to review.

[codecov]

Codecov Report

Merging #156 (b53a748) into develop (6313b12) will increase coverage by 0.11%.
The diff coverage is 100.00%.

@@             Coverage Diff             @@
##           develop     #156      +/-   ##
===========================================
+ Coverage    94.30%   94.41%   +0.11%     
===========================================
  Files          208      208              
  Lines         7775     7790      +15     
  Branches      1465     1472       +7     
===========================================
+ Hits          7332     7355      +23     
+ Misses         322      315       -7     
+ Partials       121      120       -1     

Files Changed	Coverage Δ
onetl/connection/db_connection/kafka/connection.py	98.98% <ø> (+1.01%)	⬆️
.../connection/db_connection/jdbc_mixin/connection.py	95.55% <100.00%> (+0.10%)	⬆️
...netl/connection/file_connection/file_connection.py	93.81% <100.00%> (+0.13%)	⬆️
...ection/file_df_connection/spark_hdfs/connection.py	100.00% <100.00%> (+5.26%)	⬆️
...nnection/file_df_connection/spark_s3/connection.py	92.66% <100.00%> (+0.09%)	⬆️